UBS Call 55 BNP/ CH1302941641 /
6/20/2024 3:52:22 PM | Chg.- | Bid10:00:15 PM | Ask10:00:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.490EUR | - | - Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... | 55.00 EUR | 6/21/2024 | Call |
Master data
WKN: | UL9D00 |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 55.00 EUR |
Maturity: | 6/21/2024 |
Issue date: | 11/2/2023 |
Last trading day: | 6/20/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.05 |
Leverage: | Yes |
Calculated values
Fair value: | 0.37 |
---|---|
Intrinsic value: | 0.37 |
Implied volatility: | 1.81 |
Historic volatility: | 0.23 |
Parity: | 0.37 |
Time value: | 0.08 |
Break-even: | 59.50 |
Moneyness: | 1.07 |
Premium: | 0.01 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.77 |
Theta: | -0.85 |
Omega: | 10.04 |
Rho: | 0.00 |
Quote data
Open: | 0.450 |
---|---|
High: | 0.490 |
Low: | 0.450 |
Previous Close: | 0.460 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +48.48% | ||
---|---|---|---|
1 Month | -72.00% | ||
3 Months | -39.51% | ||
YTD | -48.42% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.490 | 0.330 |
---|---|---|
1M High / 1M Low: | 1.350 | 0.330 |
6M High / 6M Low: | 1.750 | 0.208 |
High (YTD): | 5/20/2024 | 1.750 |
Low (YTD): | 2/15/2024 | 0.208 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.415 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.985 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.875 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 228.36% | |
Volatility 6M: | 174.68% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |